It depends on what you mean by 'efficient': small or fast.
TMTOWTDI: generally speaking the most efficent size to be loaded on any (virtual memory) system is a page, but... The size of a page varies between systems, on 32-bit Intel the page-size (Windoze or Linux) is 4kb. The paging manager in the Operating System loads code and data pages from the page (or swap) file. You can take advantage of this by using a memory mapped file (File Mapping, or Section, Objects on Windows), and on-demand page loading, which most OS's support.
Using memory mapping (see IPC::Mmap on CPAN) you should then be able to store the whole lot in one huge file, but the underlying system should only load the pages needed as required.